Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5061669 | Economics Letters | 2009 | 4 Pages |
Abstract
We assess relative performance of three recently proposed instrument selection methods via a Monte Carlo study that investigates the finite sample behavior of the post-selection estimator of a simple linear IV model. Our results suggest that no one method dominates.
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Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Gunce Eryuruk, Alastair R. Hall, Kalidas Jana,